-98.1%
AMC vs GWRE
+262.1%
-360.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -19.9% | +24.3% | +12.1% |
| 7D | +2.3% | -21.1% | +23.4% | +10.3% |
| 30D | -0.7% | +1.3% | -2.1% | -3.6% |
| 3M | +35.2% | +7.4% | +27.8% | +25.8% |
| 6M | +124.6% | +5.6% | +119.0% | +107.8% |
| YTD | +69.9% | -19.2% | +89.1% | +74.7% |
| 1Y | -2.6% | -25.1% | +22.6% | +2.1% |
| 3Y | -79.8% | +87.7% | -167.5% | -86.6% |
| 5Y | -99.4% | +32.0% | -131.4% | -99.6% |
| 10Y | -98.9% | +157.8% | -256.6% | -99.4% |
| All | -98.1% | +262.1% | -360.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling